+7.0%
IEF vs USHY
+49.7%
-42.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -0.7% | -0.7% | -1.3% |
| 30D | -1.7% | -0.7% | -1.1% | -1.7% |
| 3M | -2.5% | +0.1% | -2.6% | -2.5% |
| 6M | -3.3% | +1.8% | -5.0% | -3.5% |
| YTD | -2.8% | +1.8% | -4.6% | -3.0% |
| 1Y | -2.7% | +3.3% | -6.0% | -3.1% |
| 3Y | +8.9% | +27.0% | -18.1% | +6.2% |
| 5Y | -9.4% | +21.0% | -30.4% | -13.2% |
| All | +7.0% | +49.7% | -42.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling